All a bit much of a muchness.

With places like this, I'd highly recommend whatever gives you best bang for your buck/points back/points to use etc.

Also consider places you need to be at/visit for business/leisure - traffic in Shenzhen at peak hours can be annoying, and it's a fairly spread out city (vs something like HK).

I'm usually in Nanshan, so depending on where you neeed to be, avoid the Kempinski there as much as possible. Marriott in Coastal City is a decent option, as is the very intriguing Hotel Kapok.

By the way, when will you be there? I'm in Shenzhen 3-4 days a week (sometimes 5). Drop me a message would love to meet up.